CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 0.9165 0.9110 -0.0055 -0.6% 0.9240
High 0.9165 0.9110 -0.0055 -0.6% 0.9296
Low 0.9095 0.9040 -0.0055 -0.6% 0.9040
Close 0.9095 0.9044 -0.0051 -0.6% 0.9044
Range 0.0070 0.0070 0.0000 0.0% 0.0256
ATR 0.0047 0.0048 0.0002 3.6% 0.0000
Volume 1 4 3 300.0% 15
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9275 0.9229 0.9083
R3 0.9205 0.9159 0.9063
R2 0.9135 0.9135 0.9057
R1 0.9089 0.9089 0.9050 0.9077
PP 0.9065 0.9065 0.9065 0.9059
S1 0.9019 0.9019 0.9038 0.9007
S2 0.8995 0.8995 0.9031
S3 0.8925 0.8949 0.9025
S4 0.8855 0.8879 0.9006
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9895 0.9725 0.9185
R3 0.9639 0.9469 0.9114
R2 0.9383 0.9383 0.9091
R1 0.9213 0.9213 0.9067 0.9170
PP 0.9127 0.9127 0.9127 0.9105
S1 0.8957 0.8957 0.9021 0.8914
S2 0.8871 0.8871 0.8997
S3 0.8615 0.8701 0.8974
S4 0.8359 0.8445 0.8903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9296 0.9040 0.0256 2.8% 0.0044 0.5% 2% False True 3
10 0.9296 0.9040 0.0256 2.8% 0.0031 0.3% 2% False True 3
20 0.9436 0.9040 0.0396 4.4% 0.0016 0.2% 1% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.9408
2.618 0.9293
1.618 0.9223
1.000 0.9180
0.618 0.9153
HIGH 0.9110
0.618 0.9083
0.500 0.9075
0.382 0.9067
LOW 0.9040
0.618 0.8997
1.000 0.8970
1.618 0.8927
2.618 0.8857
4.250 0.8743
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 0.9075 0.9155
PP 0.9065 0.9118
S1 0.9054 0.9081

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These figures are updated between 7pm and 10pm EST after a trading day.

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